+7,262.2%
CB vs GPC
+1,424.7%
+5,837.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +2.6% | +1.7% | +0.9% | +1.8% |
| 30D | +11.2% | -2.3% | +13.5% | +12.3% |
| 3M | +5.7% | -4.5% | +10.2% | +7.7% |
| 6M | +15.9% | +21.6% | -5.6% | +4.0% |
| YTD | +20.2% | +4.0% | +16.1% | +14.2% |
| 1Y | +32.4% | +3.5% | +28.9% | +25.9% |
| 3Y | +75.5% | +2.1% | +73.3% | +59.8% |
| 5Y | +105.5% | +5.5% | +100.0% | +79.5% |
| 10Y | +258.5% | +90.7% | +167.8% | +114.9% |
| All | +7,262.2% | +1,424.7% | +5,837.4% | +1,611.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling